The routine may be called by the names g08clf or nagf_nonpar_gofstat_anddar_exp.
Calculates the Anderson–Darling test statistic (see g08chf) and its upper tail probability for the small sample correction:
Anderson T W and Darling D A (1952) Asymptotic theory of certain ‘goodness-of-fit’ criteria based on stochastic processes Annals of Mathematical Statistics23 193–212
Stephens M A and D'Agostino R B (1986) Goodness-of-Fit Techniques Marcel Dekker, New York
1: – IntegerInput
On entry: , the number of observations.
2: – LogicalInput
On entry: set if the observations are sorted in ascending order; otherwise the routine will sort the observations.
3: – Real (Kind=nag_wp) arrayInput
On entry: , for , the observations.
if , values must be sorted in ascending order. Each must be greater than zero.
4: – Real (Kind=nag_wp)Output
On exit: the maximum likelihood estimate of mean.
5: – Real (Kind=nag_wp)Output
On exit: , the Anderson–Darling test statistic.
6: – Real (Kind=nag_wp)Output
On exit: the adjusted .
7: – Real (Kind=nag_wp)Output
On exit: , the upper tail probability for the adjusted .
8: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
On entry, .
and the data in y is not sorted in ascending order.
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
Probabilities are calculated using piecewise polynomial approximations to values estimated by simulation.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g08clf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
This example calculates the statistics for data assumed to arise from an unspecified exponential distribution and calculates the -value.